44 search results - page 2 / 9 » Numerical Approximation of Parabolic Stochastic Partial Diff... |
MOC
2002
13 years 4 months ago
2002
Using the main ideas of Tanaka, the measure-solution {Pt}t of a 3-dimensional spatially homogeneous Boltzmann equation of Maxwellian molecules without cutoff is related to a Poisso...
VC
2008
13 years 5 months ago
2008
In this paper, we propose a hardware-accelerated PDE (partial differential equation) solver based on the lattice Boltzmann model (LBM). The LBM is initially designed to solve fluid...
MCS
2008
Springer
13 years 4 months ago
2008
Springer
Dynamical low-rank approximation is a differential-equation based approach to efficiently computing low-rank approximations to time-dependent large data matrices or to solutions o...
SIAMSC
2008
13 years 5 months ago
2008
Abstract. We present a multigrid algorithm for the solution of distributed parameter inverse problems constrained by variable-coefficient linear parabolic partial differential equa...
SIAMNUM
2010
13 years 10 hour ago
2010
We present and analyze an algorithm to solve numerically BSDEs based on Picard's iterations and on a sequential control variate technique. Its convergence is geometric. Moreov...